Credit Risk Model Development Analyst II

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

This position is with Global Consumer Bank (GCB) Risk Modeling Utility. This specific role supports the US Consumer Bank’s Branded Cards portfolios. Citi-branded card products includes its proprietary portfolio (including the Citi Double Cash, Thank You and Value cards) and co-branded cards (including, among others, American Airlines and Costco)

In this role, you will

• Build Account Management Risk Models using traditional and Machine Learning techniques.
• Develop these models in compliance with the Risk modeling policies and procedures.
• Leverage a variety of technologies such as SAS, R, Python, H2O, Spark, and more to extract the value out of the data.  
• Deliver on all phases of development, from design through training, testing, validation, and implementation.
• Work with Technology, Risk policy and Governance teams to deliver decision risk models in the market
• Practice your presentation and articulation skills to translate the complexity of your work to all types of audience.

We will be thrilled to have someone who is

• Curious –challenges status quo, questions what they see and looks for answers when something is not intuitive
• Has attention to details – knows when something does not add up and is not right. Has attention to details
• Has ability to communicate results to diverse audiences

Qualifications

• 3+ years’ experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience.
• Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or risk models
• Excellent quantitative and analytic skills; ability to derive patterns, trends, and insights
• Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark) Proficient with MS Office suite
• Consistently demonstrates clear and concise written and verbal communication skills
• Self-motivated and detail oriented
• Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances

Education:

• Bachelor’s/University degree in statistics, mathematics, economics, or equivalent experience.  Master’s/PhD degree is a plus